Package: fabPrediction 1.0.4

Elizabeth Bersson

fabPrediction: Compute FAB (Frequentist and Bayes) Conformal Prediction Intervals

Computes and plots prediction intervals for numerical data or prediction sets for categorical data using prior information. Empirical Bayes procedures to estimate the prior information from multi-group data are included. See, e.g.,Bersson and Hoff (2022) <arxiv:2204.08122> "Optimal Conformal Prediction for Small Areas".

Authors:Elizabeth Bersson [aut, cre, cph]

fabPrediction_1.0.4.tar.gz
fabPrediction_1.0.4.zip(r-4.7-any)fabPrediction_1.0.4.zip(r-4.6-any)fabPrediction_1.0.4.zip(r-4.5-any)
fabPrediction_1.0.4.tgz(r-4.6-any)fabPrediction_1.0.4.tgz(r-4.5-any)
fabPrediction_1.0.4.tar.gz(r-4.7-any)fabPrediction_1.0.4.tar.gz(r-4.6-any)
fabPrediction_1.0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
fabPrediction/json (API)

# Install 'fabPrediction' in R:

install.packages('fabPrediction', repos = c('https://betsybersson.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/betsybersson/fabprediction/issues

Datasets:

radon - Minnesota Radon Data
W - Minnesota County Adjacency Matrix

On CRAN:

3.70 score 2 scripts 284 downloads 17 exports 14 dependencies

Last updated from:31cbcd68f3. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	135
source / vignettes	OK	240
linux-release-x86_64	NOTE	147
macos-release-arm64	NOTE	169
macos-oldrel-arm64	NOTE	158
windows-devel-x86_64	NOTE	77
windows-release-x86_64	NOTE	76
windows-oldrel-x86_64	NOTE	77
wasm-release	OK	106

Exports:bayesMultinomialPrediction bayesNormalPrediction dtaPrediction eye fabCategoricalPrediction fabContinuousPrediction fayHerriotEB initMoM normalPrediction pluginValues polyaGradient polyaHessian polyaMLE predictionInterval predictionSet rdirichlet row_standardize

Dependencies:boot lattice lme4 MASS Matrix minqa nlme nloptr rbibutils Rcpp RcppEigen Rdpack reformulas sae

Using the fabPrediction Package to obtain Nonparametric Prediction Regions Using Indirect Information

Installation | Demo - Continuous Data | Single Group Analysis | Multiple Group Analysis | Demo - Categorical Data

Rendered fromfabPrediction-vignette.Rmdusingknitr::rmarkdown

Last update: 2024-03-20
Started: 2023-03-27

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Obtain a Bayesian prediction interval for categorical data	bayesMultinomialPrediction
Obtain a Bayesian prediction interval	bayesNormalPrediction
Obtain a distance-to-average conformal prediction interval	dtaPrediction
Create Identity Matrix	eye
Obtain a FAB conformal prediction interval for categorical data	fabCategoricalPrediction
Obtain a FAB conformal prediction interval	fabContinuousPrediction
fabPrediction: Compute FAB Conformal Prediction Intervals	fabPrediction
Obtain empirical Bayesian estimates for group j	fayHerriotEB
Obtain inital guess of MLE of the marginal Dirichlet-multinomial likelihood	initMoM
Obtain a pivot prediction interval	normalPrediction
Plot a `pred` object constructed for a categorical response	plot.pred
Obtain empirical Bayesian estimates for conjugate normal spatial Fay-Herriot model	pluginValues
Obtain gradient of the marginal Dirichlet-multinomial likelihood	polyaGradient
Obtain Hessian of the marginal Dirichlet-multinomial likelihood	polyaHessian
Obtain MLE of marginal Dirichlet-multinomial likelihood	polyaMLE
Wrapper to obtain a prediction interval for continuous data	predictionInterval
Wrapper to obtain a prediction set for categorical data	predictionSet
Minnesota Radon Data	radon
Generate a random sample from a Dirichlet distribution	rdirichlet
Row standardize a matrix	row_standardize
Minnesota County Adjacency Matrix	W